2.5" = better lower end "pick-up", 3' = better top end pull
Depends on how you want your car to drive, and what mods you plan on doing later. If you want smoother, stronger street drivability, and don't intend on doing any more mods, go for 2.5" If you're worried about it being restrictive, just for the 3". I'm not TOO sure, but I think that the difference between the two are rather nominal. Any other opinions?

 

In my experience (not all with WRX's) bigger is better: the larger the exhaust pipe, the less restriction. With the new and trickier engines, I am less enthused about straying from factory issue. In the Old Days (pre 50's) we tried tuning ports, smoothing, and other wastes of time. Can't be done today without major work, for little gain. Let folks like Racers Resource Group do the hard work for you.

 

Follow this LINK to an article on Vishnu Performance regarding exhaust design for turbo cars.

I upgraded my car to a 3" cat back exhaust and noticed a big improvement in high end pull, and the turbo does in fact spool a few hundred rpm earlier than before.

 

With just a turboback exhaust, you'd probably be better off with just a 2.5". If you upgrage your ECU later on with Cobb, Vishnu, or TurboXS, you'll probably see better gains with the 3". I went with Vishnu's 3" and got the Cobb Stage 2 ECU reflash a couple weeks later. You could also do a search on turboback exhausts and read differing opinions on 2.5" vs. 3".